Strong error analysis and first-order convergence of Milstein-type schemes for McKean-Vlasov SDEs with superlinear coefficients

Fuente: arXiv

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Bibliographic Details
Main Authors:	Zhu, Jingtao, Zhao, Yuying, Gan, Siqing
Format:	Preprint
Published:	2025
Subjects:	Numerical Analysis 65C30, 60H35
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2510.16801